Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1459343.1533 | 1579960.8606 | -120617.7074 | -13492.9483 | 937106.3997 | -950599.348 |
Total P&L (%) | 1459.3432 | 1579.9609 | -120.6177 | -13.4929 | 937.1064 | -950.5993 |
Avg Daily Profit (%) | 0.8057 | 0.8723 | -0.0666 | -0.008 | 0.1292 | 0 |
Buy And Hold Return (%) | 524.7452 | 524.7452 | 524.7452 | 524.7452 | 524.7452 | 524.7452 |
Max Trade Drawdown | -201075 | -121057 | -128649 | -1153203 | -521500 | -1025456 |
Profit Factor | 2.3055 | 3.8121 | 0.7831 | 0.9968 | 1.4633 | 0.5678 |
Total Trades | 183 | 91 | 92 | 183 | 91 | 92 |
Winning Trades | 69 | 32 | 37 | 69 | 32 | 37 |
Losing Trades | 114 | 59 | 55 | 114 | 59 | 55 |
Profitability (%) | 37.7049 | 35.1648 | 40.2174 | 37.7049 | 35.1648 | 40.2174 |
Ratio Avg Win / Avg Loss | 3.8091 | 7.0285 | 1.164 | 1.6469 | 2.698 | 0.844 |
Largest Winning Trade | 981712 | 981712 | 76037 | 890274 | 890274 | 118467 |
Largest Losing Trade | -46270 | -46270 | -35058 | -207981 | -155885 | -207981 |
Avg Bars in Trades | 117 | 108 | 127 | 117 | 108 | 127 |
Avg Bars in Winners | 179 | 163 | 192 | 179 | 163 | 192 |
Avg Bars in Losers | 80 | 78 | 83 | 80 | 78 | 83 |
Bars Traded | 21563 | 9842 | 11721 | 21563 | 9842 | 11721 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 375549 | 394950 | -583224 | -581823 | -32297 | -584890 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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